+44.1%
LSCC vs IAG
+427.4%
-383.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.1% | +2.0% | -2.2% |
| 7D | +21.2% | -2.1% | +23.3% | +21.7% |
| 30D | -1.9% | -6.2% | +4.3% | -0.7% |
| 3M | -8.1% | -5.1% | -2.9% | -7.3% |
| 6M | -5.2% | -10.0% | +4.7% | -4.2% |
| YTD | +61.5% | +3.9% | +57.6% | +58.7% |
| 1Y | +81.3% | +18.9% | +62.4% | +74.5% |
| 3Y | +108.7% | +651.8% | -543.1% | +46.4% |
| 5Y | +44.1% | +416.3% | -372.1% | -1.2% |
| All | +44.1% | +427.4% | -383.3% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling